488 citations · 3k across the 119 of their papers we have counts for
4 papers · 1 filter
Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, d…
Asymptotic properties of U-processes under long-range dependence
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
Let be a stationary mean-zero Gaussian process with covariances $ρ(k)=\PE(X_{1}X_{k+1})$ satisfying: and where is in and $…
Consistency of the maximum likelihood estimator for general hidden Markov models
Randal Douc, Eric Moulines, Jimmy Olsson +1
Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that th…
Error exponents for Neyman-Pearson detection of a continuous-time Gaussian Markov process from noisy irregular samples
Walid Hachem, Eric Moulines, Francois Roueff
This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \emph{noise only} hypothesis amounts to model the observ…